+65.7%
HST vs NTR
+37.3%
+28.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +0.8% |
| 7D | +0.7% | -2.5% | +3.1% | +1.1% |
| 30D | -0.7% | +17.0% | -17.7% | -3.2% |
| 3M | -4.0% | +22.2% | -26.2% | -7.2% |
| 6M | +20.7% | +5.2% | +15.5% | +19.0% |
| YTD | +31.0% | +29.7% | +1.4% | +22.1% |
| 1Y | +36.2% | +39.4% | -3.2% | +24.1% |
| All | +65.7% | +37.3% | +28.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling